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type_genre:"Aufsatz im Buch"
~isPartOf:"Dresdner Beiträge zu quantitativen Verfahren"
~type_genre:"Case study"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Kreditrisiko"
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Huschens, Stefan
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Dresdner Beiträge zu quantitativen Verfahren
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95
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84
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ECONIS (ZBW)
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A multi-stage heuristic of breakpoint estimation for rating classes
Lehmann, Christoph
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2017
Persistent link: https://www.econbiz.de/10013441258
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2
Estimation in discontinuous Bernoulli mixture models applicable in credit rating systems with dependent data
Tillich, Daniel
;
Lehmann, Christoph
-
2016
Persistent link: https://www.econbiz.de/10013441253
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3
Generalized modeling and estimation of rating classes and default probabilities considering dependencies in cross and longitudinal section
Tillich, Daniel
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2016
Persistent link: https://www.econbiz.de/10013441254
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4
Modellierung der Abhängigkeitsstruktur von Ausfallkörben : eine Betrachtung für den Spezialfall des Duo-Baskets
Lehmann, Christoph
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2016
Persistent link: https://www.econbiz.de/10013441241
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5
Predicting the credit cycle with an autoregressive model
Höse, Steffi
;
Vogl, Konstantin
-
2005
Persistent link: https://www.econbiz.de/10013441120
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6
Ratio calculandi periculi - ein analytischer Ansatz zur Bestimmung der Verlustverteilung eines Kreditportfolios
Fischer, Sven
-
2012
Persistent link: https://www.econbiz.de/10013441219
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7
Credit portfolio correlations and uncertainty
Höse, Steffi
-
2012
Persistent link: https://www.econbiz.de/10013441220
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8
Simultane Validierung von Ausfallwahrscheinlichkeiten
Henking, Andreas
-
2004
Persistent link: https://www.econbiz.de/10002140903
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9
BLUEs for default probabilities
Vogl, Konstantin
;
Wania, Robert
-
2004
Persistent link: https://www.econbiz.de/10013441062
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10
A general framework for IRBA backtesting
Huschens, Stefan
-
2004
Persistent link: https://www.econbiz.de/10013441066
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